We compare experimental data and numerical simulations for the dynamics of inertial particles with finite density in turbulence. In the experiment, bubbles and solid particles are optically tracked in a turbulent flow of water using an Extended Laser Doppler Velocimetry technique. The probability density functions (PDF) of particle accelerations and their auto-correlation in time are computed. Numerical results are obtained from a direct numerical simulation in which a suspension of passive pointwise particles is tracked, with the same finite density and the same response time as in the experiment. We observe a good agreement for both the variance of acceleration and the autocorrelation time scale of the dynamics; small discrepancies on the shape of the acceleration PDF are observed. We discuss the effects induced by the finite size of the particles, not taken into account in the present numerical simulations.